R: Robust variance

VarRob {amap} | R Documentation

## Robust variance

### Description

Compute a robust variance

### Usage

    varrob(x,h,D=NULL,kernel="gaussien")

### Arguments

`x` | Matrix / data frame
`h` | Scalar: bandwidth of the Kernel
`kernel` | The kernel used. This must be one of '"gaussien"', '"quartic"', '"triweight"', '"epanechikov"' , '"cosinus"' or '"uniform"'
`D` | A product scalar matrix / une matrice de produit scalaire

### Details

`U` compute robust variance. 1/Un = 1/Sn - 1 / (h Vn)

S: see latex doc

with μ_n estimator of the mean.

`K` compute a kernel.

### Value

A matrix

### Author(s)

Antoine Lucas

### References

H. Caussinus, S. Hakam, A. Ruiz-Gazen Projections r\'ev\'elatrices contr\^ol\'ees: groupements et structures diverses. 2002, to appear in Rev. Statist. Appli.

### See Also

acp princomp

[Package amap version 0.8-18 Index]